As stated, you have every right to remove the dish, without giving notice to anyone. However, you've still got to live next door to your neighbours, even if you don't get on with them. Removing their satellite dish, without warning, could result in relationships becoming even more strained than they are now.
I suggest a letter to your neighbour, as follows:
"Dear Mr Bloggs,
I note that contractors, working for Sky, have installed a satellite dish (serving your house) on my property, without permission from me. I have complained to Sky about this. They advise me that a request to re-site the dish must come from you.
I have also sought legal advice regarding the situation. I have been advised that I may remove the dish, without notice, and without liability to yourself, to Sky or to their contractors.
Obviously, I do not wish to deprive you of your satellite TV service. I therefore give you notice that I intend to remove the dish on, or after, Monday 10 September 2007. My reason for delaying the removal of the dish is to give you sufficient time to contact Sky regarding resiting of the dish. I trust that you will make contact with Sky, regarding this matter, at your earliest convenience, in order to ensure that the dish is removed from my property without interruption of your satellite TV service.
Yours faithfully"
Chris